+51.9%
RRC vs KIM
+62.3%
-10.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | 0.0% |
| 7D | -10.3% | +2.8% | -13.1% | -11.0% |
| 30D | +19.5% | +16.3% | +3.1% | +14.3% |
| 3M | +27.9% | +6.6% | +21.3% | +25.4% |
| 6M | +21.2% | +12.3% | +8.9% | +16.7% |
| YTD | +39.6% | +31.6% | +8.0% | +26.7% |
| 1Y | +31.3% | +31.5% | -0.2% | +19.2% |
| 3Y | +51.9% | +68.0% | -16.0% | +24.6% |
| All | +51.9% | +62.3% | -10.4% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling